+21.1%
MSFT vs VG
-51.4%
+72.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.7% | -22.0% | +23.7% | +2.5% |
| 30D | +0.2% | -11.6% | +11.8% | +0.5% |
| 3M | +6.4% | -14.9% | +21.2% | +6.8% |
| 6M | +28.7% | -3.5% | +32.2% | +28.1% |
| YTD | +10.4% | +70.0% | -59.6% | +4.1% |
| 1Y | +7.6% | +50.0% | -42.4% | +2.2% |
| All | +21.1% | -51.4% | +72.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling